中国Divisa M2需求模型

被引:8
作者
潘红宇
邓述慧
机构
[1] 对外经济贸易大学经贸学院!北京
[2] 中国科学院数学与系统科学研究院!北京
关键词
货币需求; 协整; Divisa指数;
D O I
暂无
中图分类号
F822.2 [货币管理和流通]; O212 [数理统计];
学科分类号
020101 ; 020203 ; 020204 ; 020208 ; 070103 ; 0714 ;
摘要
本文计算中国 Divisa M2指数并对其建立需求模型 ,研究发现实际 Divisa M2与实际产出存在协整关系 ,采用误差校正方法建立的动态需求模型具有良好的稳定性
引用
收藏
页码:61 / 65
页数:5
相关论文
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